In [13]:
# Histogram of F-Score
# Checking the histogram to check if it is a normal distribution which is expected
df["fscore"].hist(bins=10)
Out[13]:
<AxesSubplot:>
# Loading requisite libraries and establishing connection with wrds
# https://wrds-www.wharton.upenn.edu
import pandas as pd
import pandas_datareader as pdr
import numpy as np
import datetime
import matplotlib.pyplot as plt
import wrds
import plotly.express as px
# wrds username is private, if you do not have a wrds key,the datasets have been uploaded in the github repository for usage
db = wrds.Connection(wrds_username="rajee006")
Loading library list... Done
# SQL query to grab 2020 financials on net income, revenue, and employees
df = db.raw_sql(
"""
select gvkey,tic,fyear,datadate,conm,revt,ni,emp,prcc_f, ceq,
oancf,at,dltt,act,lct,csho,cogs
from compa.funda where datadate between '01/01/2003' and '12/31/2021'
and datafmt in ('STD') and consol in ('C') and popsrc in ('D') and indfmt in
('INDL') and curcd in ('USD')
"""
)
# Column Explanations
# gvkey - Global Company Key
# tic - Ticker
#fyear - Fiscal Year
#datadate - Date
#conm - Company Name
#revt - Total Revenue
#ni - Nett Income
# emp - Number of Employees
#prcc_f - Price Close Annual Fiscal
#ceq - Common / Ordinary Equity
#oancf - Operating activities nett cash flow
#at - Assets Total
#dltt - Long Term Total Debt
#act - Current Asses total
#lct - Current Liabilities total
#csho - Common Shares Outstanding
#cogs - Cost of Goods Sold
# The data has also been uploaded as csv file in the github location
#df.to_csv('annual_statements.csv')
# Generate variables
df["mcap"] = df["prcc_f"] * df["csho"]
df["btm"] = df["ceq"] / df["mcap"]
# Profitability Criteria
# Net income
df["f1"] = (df["ni"] > 0).astype(int)
# Operating cash flows
df["f2"] = (df["oancf"] > 0).astype(int)
# ROA
df.sort_values(by=["gvkey", "datadate"], ascending=True, inplace=True)
df["roa"] = df["ni"] / df["at"]
df["lag_roa"] = df.groupby(["gvkey"])["roa"].shift(1)
df["f3"] = (df["roa"] > df["lag_roa"]).astype(int)
# Quality of earnings
df["f4"] = (df["oancf"] > df["ni"]).astype(int)
# Leverage, Liquidity, and Source of Funds Criteria
# Long term debt vs assets
df["ltd"] = df["dltt"] / df["at"]
df["lag_ltd"] = df.groupby(["gvkey"])["dltt"].shift(1)
df["f5"] = (df["ltd"] > df["lag_ltd"]).astype(int)
# Current ratio
df["cr"] = df["act"] / df["lct"]
df["lag_cr"] = df.groupby(["gvkey"])["cr"].shift(1)
df["f6"] = (df["cr"] > df["lag_cr"]).astype(int)
# Shares outstanding
df["lag_csho"] = df.groupby(["gvkey"])["csho"].shift(1)
df["f7"] = (df["csho"] <= df["lag_csho"]).astype(int)
# Operating Efficiency Criteria
# Gross margin
df["gm"] = (df["revt"] - df["cogs"]) / df["revt"]
df["lag_gm"] = df.groupby(["gvkey"])["gm"].shift(1)
df["f8"] = (df["gm"] > df["lag_gm"]).astype(int)
# Asset Turnover
df["asset_turnover"] = df["revt"] / df["at"]
df["lag_asset_turnover"] = df.groupby(["gvkey"])["asset_turnover"].shift(1)
df["f9"] = (df["asset_turnover"] > df["lag_asset_turnover"]).astype(int)
# QC Step
# Checking presence of specific stocks as a QC
df[df['tic']=='AAPL'].head(2)
| gvkey | tic | fyear | datadate | conm | revt | ni | emp | prcc_f | ceq | ... | lag_cr | f6 | lag_csho | f7 | gm | lag_gm | f8 | asset_turnover | lag_asset_turnover | f9 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1569 | 001690 | AAPL | 2003.0 | 2003-09-30 | APPLE INC | 6207.0 | 69.0 | 13.566 | 20.72 | 4223.0 | ... | NaN | 0 | NaN | 0 | 0.293185 | NaN | 0 | 0.910785 | NaN | 0 |
| 1570 | 001690 | AAPL | 2004.0 | 2004-09-30 | APPLE INC | 8279.0 | 276.0 | 13.426 | 38.75 | 5076.0 | ... | 2.497667 | 1 | 366.727 | 0 | 0.290917 | 0.293185 | 0 | 1.028447 | 0.910785 | 1 |
2 rows × 39 columns
# QC Step
# Checking if all scores are in
df.columns
Index(['gvkey', 'tic', 'fyear', 'datadate', 'conm', 'revt', 'ni', 'emp',
'prcc_f', 'ceq', 'oancf', 'at', 'dltt', 'act', 'lct', 'csho', 'cogs',
'mcap', 'btm', 'f1', 'f2', 'roa', 'lag_roa', 'f3', 'f4', 'ltd',
'lag_ltd', 'f5', 'cr', 'lag_cr', 'f6', 'lag_csho', 'f7', 'gm', 'lag_gm',
'f8', 'asset_turnover', 'lag_asset_turnover', 'f9'],
dtype='object')
# Assigning the piotroski score based on all characteristics
df["fscore"] = df["f1"] + df["f2"] + df["f3"] + df["f4"] + df["f5"] + df["f6"] + df["f7"] + df["f8"] + df["f9"]
# Sample select out observations with missing input variables which will delete observations that are erroneously coded as zero
df = df.dropna(
subset=[
"ni",
"revt",
"ceq",
"prcc_f",
"csho",
"oancf",
"dltt",
"at",
"act",
"lct",
"cogs",
"lag_gm",
"gm",
"lag_csho",
"lag_asset_turnover",
"asset_turnover",
"ltd",
"lag_roa",
]
)
#Check missing values in any columns?
# Ensuring that all the rows have all the scores required for the piotroski score
df.isnull().any()
gvkey False tic False fyear False datadate False conm False revt False ni False emp True prcc_f False ceq False oancf False at False dltt False act False lct False csho False cogs False mcap False btm False f1 False f2 False roa False lag_roa False f3 False f4 False ltd False lag_ltd True f5 False cr False lag_cr True f6 False lag_csho False f7 False gm False lag_gm False f8 False asset_turnover False lag_asset_turnover False f9 False fscore False dtype: bool
# Histogram of F-Score
# Checking the histogram to check if it is a normal distribution which is expected
df["fscore"].hist(bins=10)
<AxesSubplot:>
final_scores = df[["fyear", "tic","conm","f1","f2","f3","f4","f5","f6","f7","f8","f9","btm",'mcap',"fscore"]]
final_scores.head(3)
| fyear | tic | conm | f1 | f2 | f3 | f4 | f5 | f6 | f7 | f8 | f9 | btm | mcap | fscore | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2003.0 | AIR | AAR CORP | 1 | 1 | 1 | 1 | 0 | 1 | 0 | 1 | 1 | 0.976617 | 308.90710 | 7 |
| 2 | 2004.0 | AIR | AAR CORP | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0.602174 | 522.67944 | 6 |
| 3 | 2005.0 | AIR | AAR CORP | 1 | 0 | 1 | 0 | 0 | 1 | 0 | 1 | 0 | 0.478930 | 882.62832 | 4 |
# Defining a function to get the piotroski score of all stocks along with book to market ration and thei in a given year
def get_piotroski_score(year):
Piotroski_op = final_scores[(final_scores['fyear']==year)]
Piotroski_op = Piotroski_op[['fyear','tic','fscore','btm','mcap']]
Piotroski_op = Piotroski_op.rename(columns = {'tic':'ticker', 'fscore':'Piotroski_F_Score'})
return (Piotroski_op)
get_piotroski_score(2010).head(5)
| fyear | ticker | Piotroski_F_Score | btm | mcap | |
|---|---|---|---|---|---|
| 8 | 2010.0 | AIR | 5 | 0.796179 | 1049.82059 |
| 26 | 2010.0 | ADCT.1 | 7 | 0.348836 | 1231.52400 |
| 47 | 2010.0 | AAL | 5 | -1.518724 | 2597.57550 |
| 69 | 2010.0 | CECE | 7 | 0.412157 | 85.34124 |
| 110 | 2010.0 | AVX | 5 | 0.803927 | 2536.81722 |
# Code to get the stock Prices live from wrds data, but the data has been extracted from a csv file downloaded from the
# website
stock_final = db.raw_sql(
"""
select datadate,tic,conm,prccd,prchd,prcld,prcod
from comp.secd where datadate between '12/30/2021' and '12/31/2021'
"""
)
stock_final = stock_final.rename(columns = {'datadate':'Date', 'tic':'Name','conm':'Company_Name','prccd':'Close','prchd':'High','prcld':'Low',\
'prcod':'Open'})
stock_final['Average_Price'] = (stock_final['High'] + stock_final['Low'])/2
stock_final.Date = pd.to_datetime(stock_final.Date)
stock_final.head(3)
| Date | Name | Company_Name | Close | High | Low | Open | Average_Price | |
|---|---|---|---|---|---|---|---|---|
| 0 | 2021-12-30 | AIR | AAR CORP | 38.55 | 39.46 | 38.45 | 39.160 | 38.955 |
| 1 | 2021-12-30 | AAL | AMERICAN AIRLINES GROUP INC | 18.07 | 18.38 | 17.96 | 17.975 | 18.170 |
| 2 | 2021-12-30 | CECE | CECO ENVIRONMENTAL CORP | 6.23 | 6.32 | 6.15 | 6.150 | 6.235 |
# Same file as previous cell, but downloaded file uploaded from local
stock_final = pd.read_table("Stock_Prices_wrds.txt", delimiter="\t")
stock_final['datadate'] = pd.to_datetime(stock_final['datadate'], format='%Y%m%d')
stock_final.head(3)
D:\Anaconda\lib\site-packages\IPython\core\interactiveshell.py:3357: DtypeWarning: Columns (1) have mixed types.Specify dtype option on import or set low_memory=False. if (await self.run_code(code, result, async_=asy)):
| gvkey | iid | datadate | tic | conm | prccd | prchd | prcld | prcod | |
|---|---|---|---|---|---|---|---|---|---|
| 0 | 1004 | 1 | 2004-01-02 | AIR | AAR CORP | 15.30 | 15.55 | 15.00 | NaN |
| 1 | 1004 | 1 | 2004-01-05 | AIR | AAR CORP | 16.16 | 16.41 | 16.05 | NaN |
| 2 | 1004 | 1 | 2004-01-06 | AIR | AAR CORP | 16.18 | 16.62 | 16.16 | NaN |
# Data engineering to get the average price of the stock to account for the fact that the stock could have been
# bought anytime that day
stock_final = stock_final.rename(columns = {'datadate':'Date', 'tic':'Name','conm':'Company_Name','prccd':'Close','prchd':'High','prcld':'Low',\
'prcod':'Open'})
stock_final['Average_Price'] = (stock_final['High'] + stock_final['Low'])/2
stock_final.Date = pd.to_datetime(stock_final.Date)
stock_final = stock_final.drop(columns=['gvkey', 'iid'])
stock_final.head(3)
| Date | Name | Company_Name | Close | High | Low | Open | Average_Price | |
|---|---|---|---|---|---|---|---|---|
| 0 | 2004-01-02 | AIR | AAR CORP | 15.30 | 15.55 | 15.00 | NaN | 15.275 |
| 1 | 2004-01-05 | AIR | AAR CORP | 16.16 | 16.41 | 16.05 | NaN | 16.230 |
| 2 | 2004-01-06 | AIR | AAR CORP | 16.18 | 16.62 | 16.16 | NaN | 16.390 |
# Function to get the stock price of a given ticker at any given date
def get_stock_prices (ticker, date):
stock_price = stock_final[stock_final['Name'].isin(ticker)]
stock_price = stock_price[stock_price['Date']==date]
stock_price = stock_price[['Name','Date','Average_Price']]
return stock_price
# Writing a function to check if the market was actually open that day. Data may not be present for dates exactly after 1 year
# Hence, hedging by postponing it by a week
def presence_of_date (year,month,day):
if (pd.Timestamp(year,month,day) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day)
elif (pd.Timestamp(year,month,day + 1) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 1)
elif (pd.Timestamp(year,month,day + 2) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 2)
elif (pd.Timestamp(year,month,day + 3) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 3)
elif (pd.Timestamp(year,month,day + 4) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 4)
elif (pd.Timestamp(year,month,day + 5) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 5)
elif (pd.Timestamp(year,month,day + 6) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 6)
elif (pd.Timestamp(year,month,day + 7) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 7 )
elif (pd.Timestamp(year,month,day + 8) in stock_final.Date.drop_duplicates().values):
return datetime.datetime(year,month,day + 8 )
# Function to calculate the return of investment of the piotroski score by just buying stocks
def piotroski_return (total_investment,number_of_stocks,entry_date, number_of_years, Piotroski_score_limit, btm_percentile,mcap_min):
overall_revenue = 0
annual_revenue = list()
years_of_sale = list()
revenue_percentage = pd.DataFrame()
for year_num in range(0,number_of_years):
amount_per_stock = total_investment / number_of_stocks
Piotroski_op = get_piotroski_score(entry_date.year + year_num - 1)
Piotroski_op = Piotroski_op.sort_values(by=['Piotroski_F_Score','mcap','btm'], ascending = False)
#---------------------------- Buying the Stock------------------------------------------
# Checking if the given entry date is present, else take the next open date
New_date = presence_of_date(entry_date.year + year_num,entry_date.month,entry_date.day)
# Getting Buying statistics of a stock in a given year
stock_price = get_stock_prices (Piotroski_op.ticker.unique().tolist(),datetime.datetime(New_date.year,New_date.month,New_date.day))
stock_price['Qty_Bought'] = (amount_per_stock /stock_price['Average_Price']).apply(np.floor)
stock_price['Invested'] = stock_price['Qty_Bought'] * stock_price['Average_Price']
stock_price = stock_price[stock_price['Qty_Bought']!= 0]
stock_price = pd.merge(stock_price, Piotroski_op, how='left', left_on='Name', right_on='ticker')
# Piotroski Score and BTM to be adjusted according to user risk taking
stock_price = stock_price[(stock_price['Piotroski_F_Score'] >= Piotroski_score_limit) & (stock_price['btm'] >= stock_price['btm'].quantile(btm_percentile)) & (stock_price['mcap'] >= mcap_min)]
stock_price = stock_price.sort_values(by=['Piotroski_F_Score','btm'], ascending = False)
stock_price = stock_price[:number_of_stocks]
stock_price = stock_price[['Name','Qty_Bought','Invested','Piotroski_F_Score','btm','mcap']]
#---------------------------- Selling the Stock after 1 year------------------------------------------
# Checking if the given entry date is present, else take the next open date
Sale_date = presence_of_date(entry_date.year + year_num + 1,entry_date.month,entry_date.day)
# Getting the 1-year sell on percentage
sale_price = get_stock_prices (Piotroski_op.ticker.unique().tolist(),datetime.datetime(Sale_date.year,Sale_date.month,Sale_date.day))
sale_price = pd.merge(sale_price, stock_price, how='left', left_on='Name', right_on='Name')
sale_price = sale_price[sale_price.Qty_Bought.notnull()]
sale_price['sale_value'] = sale_price['Qty_Bought'] * sale_price['Average_Price']
sale_price['Revenue'] = sale_price['sale_value'] - sale_price['Invested']
# Calculation of all P/L Metrics
Money_Invested = stock_price.Invested.sum()
Balance_Money = total_investment - Money_Invested
revenue_earned_in_year = sale_price['Revenue'].sum()
overall_revenue = overall_revenue + revenue_earned_in_year
total_investment = total_investment + revenue_earned_in_year
annual_return = 100*(revenue_earned_in_year)/Money_Invested
annual_revenue.append(annual_return)
years_of_sale.append(Sale_date)
print('\n')
print(" Year : " + str(entry_date.year + year_num))
print('\n' + 'Stocks Bought')
print(stock_price)
print('\n' + 'Stocks Sold')
print(sale_price)
print('\n')
print("Money Invested into business : $" + str(Money_Invested))
print("Balance Money left : $" + str(Balance_Money))
print("Revenue Earned in year "+ str(entry_date.year + year_num) + " : $"+ str(revenue_earned_in_year))
print("Overall Revenue Earned : $" + str(overall_revenue))
print("Annual Return %: \n"+ str(annual_return))
print("Money available for investment in next year : $" + str(total_investment))
annualized_return = sum(annual_revenue) / len(annual_revenue)
revenue_percentage['date'] = years_of_sale
revenue_percentage['piotroski_return'] = annual_revenue
return (total_investment,annualized_return,revenue_percentage)
# Initial Parameters defined
total_investment = 35000
number_of_stocks = 20
entry_date = datetime.datetime(2005,2,12)
number_of_years = 15
Piotroski_score_limit = 7
mcap_min = 100
btm_percentile = 0.8
# Final results per the input parameters mentioned in the previous cell
final_revenue,annualized_return,annual_revenue = piotroski_return (total_investment,number_of_stocks,entry_date, number_of_years, Piotroski_score_limit, btm_percentile,mcap_min)
annualized_return = round(annualized_return,2)
print('\n-------------------------------------------------------------------------\n')
print('Revenue yearned after '+ str(number_of_years)+ ' years of invesing: '+ str(final_revenue))
overall_return = round (((final_revenue - total_investment) / total_investment)*100,2)
print('\n')
print ('Annualized Percentage Return on Investment by Buying recommended stocks: '+ str(annualized_return) + '%')
print('\n')
print ('Overall Percentage Return on Investment by Buying recommended stocks: '+ str(overall_return) + '%')
Year : 2005
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
3124 ASR 58.0 1724.630 8 1.346864 820.50000
866 TPHS 128.0 1745.280 8 1.098651 204.42885
2669 PKX 37.0 1743.625 8 1.083242 14339.32795
1806 SHI 44.0 1727.440 8 0.828573 2685.60000
725 PHIKQ 63.0 1725.255 8 0.807512 136.18990
925 TSN 105.0 1747.725 8 0.758966 5655.06000
1336 NGLOY 70.0 1748.250 8 0.730346 34227.60081
675 NWE 62.0 1746.850 8 0.709063 1000.38400
3 AVX 145.0 1748.700 8 0.679309 2118.69875
690 FE 42.0 1728.090 8 0.659102 13031.82036
2001 KEP 123.0 1736.760 7 2.345295 16674.46924
1142 SEMUF 107.0 1738.750 7 1.587211 268.70400
3486 CIG 69.0 1738.800 7 1.549623 2238.31794
3458 ROSYY 145.0 1742.900 7 1.377167 1328.65206
2056 FNLYQ 104.0 1739.400 7 1.122965 150.65564
966 VSH 131.0 1745.575 7 1.111616 2494.86706
270 DDS 68.0 1725.160 7 1.064751 2183.32544
1168 SKS 114.0 1744.770 7 1.045430 1993.83645
3456 FORTY 94.0 1734.300 7 1.017309 183.60000
570 PCRFY 115.0 1735.350 7 0.994371 33243.01504
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
3 AVX 2006-02-13 15.885 145.0 1748.700
270 DDS 2006-02-13 24.560 68.0 1725.160
570 PCRFY 2006-02-13 20.570 115.0 1735.350
675 NWE 2006-02-13 32.275 62.0 1746.850
690 FE 2006-02-13 48.975 42.0 1728.090
725 PHIKQ 2006-02-13 34.965 63.0 1725.255
866 TPHS 2006-02-13 14.795 128.0 1745.280
925 TSN 2006-02-13 14.545 105.0 1747.725
967 VSH 2006-02-13 14.910 131.0 1745.575
1144 SEMUF 2006-02-13 38.125 107.0 1738.750
1170 SKS 2006-02-13 18.870 114.0 1744.770
1338 NGLOY 2006-02-13 35.675 70.0 1748.250
1810 SHI 2006-02-13 50.720 44.0 1727.440
2005 KEP 2006-02-13 20.905 123.0 1736.760
2059 FNLYQ 2006-02-13 7.810 104.0 1739.400
2675 PKX 2006-02-13 53.300 37.0 1743.625
3131 ASR 2006-02-13 29.495 58.0 1724.630
3463 FORTY 2006-02-13 10.235 94.0 1734.300
3465 ROSYY 2006-02-13 14.495 145.0 1742.900
3493 CIG 2006-02-13 48.630 69.0 1738.800
Piotroski_F_Score btm mcap sale_value Revenue
3 8.0 0.679309 2118.69875 2303.325 554.625
270 7.0 1.064751 2183.32544 1670.080 -55.080
570 7.0 0.994371 33243.01504 2365.550 630.200
675 8.0 0.709063 1000.38400 2001.050 254.200
690 8.0 0.659102 13031.82036 2056.950 328.860
725 8.0 0.807512 136.18990 2202.795 477.540
866 8.0 1.098651 204.42885 1893.760 148.480
925 8.0 0.758966 5655.06000 1527.225 -220.500
967 7.0 1.111616 2494.86706 1953.210 207.635
1144 7.0 1.587211 268.70400 4079.375 2340.625
1170 7.0 1.045430 1993.83645 2151.180 406.410
1338 8.0 0.730346 34227.60081 2497.250 749.000
1810 8.0 0.828573 2685.60000 2231.680 504.240
2005 7.0 2.345295 16674.46924 2571.315 834.555
2059 7.0 1.122965 150.65564 812.240 -927.160
2675 8.0 1.083242 14339.32795 1972.100 228.475
3131 8.0 1.346864 820.50000 1710.710 -13.920
3463 7.0 1.017309 183.60000 962.090 -772.210
3465 7.0 1.377167 1328.65206 2101.775 358.875
3493 7.0 1.549623 2238.31794 3355.470 1616.670
Money Invested into business : $34767.61
Balance Money left : $232.38999999999942
Revenue Earned in year 2005 : $7651.5199999999995
Overall Revenue Earned : $7651.5199999999995
Annual Return %:
22.00760995650837
Money available for investment in next year : $42651.52
Year : 2006
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
3587 SBS 108.0 2117.34000 8 1.891115 1921.796660
3141 HEDYY 544.0 2129.76000 8 1.792450 114.093000
2567 PSEM 224.0 2130.24000 8 0.844365 214.554120
1701 KAI 114.0 2132.37000 8 0.828325 250.656500
828 SJM 50.0 2091.50000 8 0.772898 2235.817740
574 PCRFY 103.0 2118.71000 8 0.676154 48919.016340
2368 PAG 54.0 2121.66000 8 0.670519 1708.724200
3432 HERB 941.0 2131.36500 7 3.734793 294.684300
2448 ELP 199.0 2128.30500 7 2.434975 965.504130
2377 CNH 104.0 2132.52000 7 2.012880 2500.397100
738 SENEA 107.0 2119.13500 7 1.195845 136.550314
1605 ITPOF 258.0 2128.50000 7 1.182425 367.393260
3592 ROSYY 147.0 2130.76500 7 1.040015 1657.778850
2714 RLH 207.0 2126.92500 7 1.031692 117.522450
869 TPHS 144.0 2130.48000 7 0.965591 218.036400
38 AM.1 103.0 2124.89000 7 0.963608 1266.101040
177 CSTW 3.0 1837.50000 7 0.956840 156.975000
2003 TGS 401.0 2129.31000 7 0.953030 837.397730
2015 MGS.2 527.0 2129.08000 7 0.939773 239.051400
1317 HNR 251.0 2130.97745 7 0.905821 328.444560
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
38 AM.1 2007-02-12 24.035 103.0 2124.89000
177 CSTW 2007-02-12 620.000 3.0 1837.50000
575 PCRFY 2007-02-12 19.295 103.0 2118.71000
740 SENEA 2007-02-12 26.380 107.0 2119.13500
830 SJM 2007-02-12 48.110 50.0 2091.50000
871 TPHS 2007-02-12 19.650 144.0 2130.48000
1320 HNR 2007-02-12 10.125 251.0 2130.97745
1610 ITPOF 2007-02-12 4.885 258.0 2128.50000
1707 KAI 2007-02-12 26.435 114.0 2132.37000
2009 TGS 2007-02-12 6.420 401.0 2129.31000
2021 MGS.2 2007-02-12 5.380 527.0 2129.08000
2374 PAG 2007-02-12 24.200 54.0 2121.66000
2383 CNH 2007-02-12 34.445 104.0 2132.52000
2454 ELP 2007-02-12 11.845 199.0 2128.30500
2573 PSEM 2007-02-12 10.020 224.0 2130.24000
2720 RLH 2007-02-12 11.550 207.0 2126.92500
3147 HEDYY 2007-02-12 3.775 544.0 2129.76000
3439 HERB 2007-02-12 1.500 941.0 2131.36500
3594 SBS 2007-02-12 34.450 108.0 2117.34000
3599 ROSYY 2007-02-12 46.750 147.0 2130.76500
Piotroski_F_Score btm mcap sale_value Revenue
38 7.0 0.963608 1266.101040 2475.605 350.71500
177 7.0 0.956840 156.975000 1860.000 22.50000
575 8.0 0.676154 48919.016340 1987.385 -131.32500
740 7.0 1.195845 136.550314 2822.660 703.52500
830 8.0 0.772898 2235.817740 2405.500 314.00000
871 7.0 0.965591 218.036400 2829.600 699.12000
1320 7.0 0.905821 328.444560 2541.375 410.39755
1610 7.0 1.182425 367.393260 1260.330 -868.17000
1707 8.0 0.828325 250.656500 3013.590 881.22000
2009 7.0 0.953030 837.397730 2574.420 445.11000
2021 7.0 0.939773 239.051400 2835.260 706.18000
2374 8.0 0.670519 1708.724200 1306.800 -814.86000
2383 7.0 2.012880 2500.397100 3582.280 1449.76000
2454 7.0 2.434975 965.504130 2357.155 228.85000
2573 8.0 0.844365 214.554120 2244.480 114.24000
2720 7.0 1.031692 117.522450 2390.850 263.92500
3147 8.0 1.792450 114.093000 2053.600 -76.16000
3439 7.0 3.734793 294.684300 1411.500 -719.86500
3594 8.0 1.891115 1921.796660 3720.600 1603.26000
3599 7.0 1.040015 1657.778850 6872.250 4741.48500
Money Invested into business : $42221.332449999994
Balance Money left : $430.1875500000024
Revenue Earned in year 2006 : $10323.90755
Overall Revenue Earned : $17975.42755
Annual Return %:
24.451875274722653
Money available for investment in next year : $52975.42754999999
Year : 2007
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
2026 MGS.2 492.0 2646.9600 8 1.369605 231.652190
345 FARM 123.0 2636.5050 8 0.772506 348.506000
1358 NLOK 148.0 2635.1400 8 0.745603 15559.914100
2967 EPCYY 165.0 2640.8250 8 0.743192 982.765000
676 NOC 35.0 2601.5500 8 0.709469 23418.919400
3120 ENTG 246.0 2638.3377 8 0.707220 1436.582220
1067 SVCBY 49.0 2637.1310 8 0.702631 12279.037991
1753 SGA 284.0 2644.0400 8 0.701910 194.093170
1078 KSPN 462.0 2644.9500 7 2.272777 173.006400
1792 NTZ 285.0 2646.2250 7 1.356567 465.828890
2194 BESIY 440.0 2646.6000 7 1.290300 198.663810
1911 SFN.2 304.0 2640.2400 7 1.121025 420.277950
3052 KT 115.0 2640.4000 7 1.090239 10550.416500
395 GTN 299.0 2644.6550 7 1.072189 354.185600
3700 PAC 62.0 2631.2800 7 1.060654 2198.559000
1588 VITRY 420.0 2648.1000 7 1.049520 629.681940
1210 VIAC 83.0 2626.1200 7 0.981793 23958.712000
3418 GRP.U 73.0 2637.4900 7 0.972131 1725.381000
3788 OIBRQ 183.0 2642.5200 7 0.956199 2708.996400
3795 FORTY 212.0 2639.4000 7 0.947217 161.832000
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
347 FARM 2008-02-12 23.31000 123.0 2636.5050
398 GTN 2008-02-12 6.47000 299.0 2644.6550
679 NOC 2008-02-12 79.58000 35.0 2601.5500
1070 SVCBY 2008-02-12 15.78900 49.0 2637.1310
1081 KSPN 2008-02-12 4.33500 462.0 2644.9500
1213 VIAC 2008-02-12 24.74500 83.0 2626.1200
1360 NLOK 2008-02-12 17.85500 148.0 2635.1400
1589 VITRY 2008-02-12 5.36500 420.0 2648.1000
1754 SGA 2008-02-12 5.94500 284.0 2644.0400
1793 NTZ 2008-02-12 3.88000 285.0 2646.2250
1912 SFN.2 2008-02-12 6.49500 304.0 2640.2400
2028 MGS.2 2008-02-12 3.49995 492.0 2646.9600
2195 BESIY 2008-02-12 4.68400 440.0 2646.6000
2970 EPCYY 2008-02-12 14.34400 165.0 2640.8250
3055 KT 2008-02-12 26.06000 115.0 2640.4000
3123 ENTG 2008-02-12 7.36500 246.0 2638.3377
3420 GRP.U 2008-02-12 23.82000 73.0 2637.4900
3704 PAC 2008-02-12 45.25000 62.0 2631.2800
3794 OIBRQ 2008-02-12 29.92000 183.0 2642.5200
3801 FORTY 2008-02-12 12.35000 212.0 2639.4000
Piotroski_F_Score btm mcap sale_value Revenue
347 8.0 0.772506 348.506000 2867.1300 230.6250
398 7.0 1.072189 354.185600 1934.5300 -710.1250
679 8.0 0.709469 23418.919400 2785.3000 183.7500
1070 8.0 0.702631 12279.037991 773.6610 -1863.4700
1081 7.0 2.272777 173.006400 2002.7700 -642.1800
1213 7.0 0.981793 23958.712000 2053.8350 -572.2850
1360 8.0 0.745603 15559.914100 2642.5400 7.4000
1589 7.0 1.049520 629.681940 2253.3000 -394.8000
1754 8.0 0.701910 194.093170 1688.3800 -955.6600
1793 7.0 1.356567 465.828890 1105.8000 -1540.4250
1912 7.0 1.121025 420.277950 1974.4800 -665.7600
2028 8.0 1.369605 231.652190 1721.9754 -924.9846
2195 7.0 1.290300 198.663810 2060.9600 -585.6400
2970 8.0 0.743192 982.765000 2366.7600 -274.0650
3055 7.0 1.090239 10550.416500 2996.9000 356.5000
3123 8.0 0.707220 1436.582220 1811.7900 -826.5477
3420 7.0 0.972131 1725.381000 1738.8600 -898.6300
3704 7.0 1.060654 2198.559000 2805.5000 174.2200
3794 7.0 0.956199 2708.996400 5475.3600 2832.8400
3801 7.0 0.947217 161.832000 2618.2000 -21.2000
Money Invested into business : $52768.4687
Balance Money left : $206.95884999999544
Revenue Earned in year 2007 : $-7090.437299999997
Overall Revenue Earned : $10884.990250000003
Annual Return %:
-13.43688281028325
Money available for investment in next year : $45884.990249999995
Year : 2008
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
866 SCX 148.0 2282.900 8 1.473203 120.820400
641 NIPNY 604.0 2293.992 8 1.301116 7730.632948
3766 PAC 50.0 2262.500 8 0.964455 2503.743000
2080 ISSI 405.0 2292.300 8 0.925624 230.926500
3765 CODI 157.0 2292.200 8 0.921502 469.722500
3291 CCRN 191.0 2290.090 8 0.868328 449.642240
237 CTB 126.0 2279.970 8 0.800944 989.195960
2517 INDT 68.0 2272.220 8 0.744156 186.658450
420 HVT 231.0 2285.745 7 1.446362 192.790550
2076 CYD 288.0 2292.480 7 1.305154 369.325880
3352 CSCX 276.0 2290.938 7 1.233115 184.306380
1600 WNC 261.0 2292.885 7 1.219773 229.492670
513 KELYA 121.0 2285.085 7 1.204942 654.163620
1745 BBOX 72.0 2277.360 7 1.184884 540.368600
873 SUP 124.0 2290.280 7 1.137732 483.921610
1812 PERY 136.0 2280.720 7 1.075016 254.439900
468 IDTI 279.0 2291.985 7 1.059674 1529.548260
1051 TECD 68.0 2284.460 7 1.058255 1814.988960
1498 CHUX 192.0 2285.760 7 1.054127 346.757040
1402 NSANY 132.0 2281.620 7 1.033437 33983.164800
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
237 CTB 2009-02-12 5.215 126.0 2279.970
420 HVT 2009-02-12 8.190 231.0 2285.745
468 IDTI 2009-02-12 5.595 279.0 2291.985
513 KELYA 2009-02-12 10.255 121.0 2285.085
863 SCX 2009-02-12 11.185 148.0 2282.900
870 SUP 2009-02-12 9.595 124.0 2290.280
1048 TECD 2009-02-12 19.220 68.0 2284.460
1400 NSANY 2009-02-12 5.965 132.0 2281.620
1496 CHUX 2009-02-12 2.510 192.0 2285.760
1598 WNC 2009-02-12 3.710 261.0 2292.885
1742 BBOX 2009-02-12 22.315 72.0 2277.360
1809 PERY 2009-02-12 4.335 136.0 2280.720
2072 CYD 2009-02-12 3.935 288.0 2292.480
2076 ISSI 2009-02-12 1.715 405.0 2292.300
2512 INDT 2009-02-12 33.785 68.0 2272.220
3287 CCRN 2009-02-12 7.385 191.0 2290.090
3348 CSCX 2009-02-12 5.140 276.0 2290.938
3761 CODI 2009-02-12 10.115 157.0 2292.200
3762 PAC 2009-02-12 18.975 50.0 2262.500
Piotroski_F_Score btm mcap sale_value Revenue
237 8.0 0.800944 989.19596 657.090 -1622.880
420 7.0 1.446362 192.79055 1891.890 -393.855
468 7.0 1.059674 1529.54826 1561.005 -730.980
513 7.0 1.204942 654.16362 1240.855 -1044.230
863 8.0 1.473203 120.82040 1655.380 -627.520
870 7.0 1.137732 483.92161 1189.780 -1100.500
1048 7.0 1.058255 1814.98896 1306.960 -977.500
1400 7.0 1.033437 33983.16480 787.380 -1494.240
1496 7.0 1.054127 346.75704 481.920 -1803.840
1598 7.0 1.219773 229.49267 968.310 -1324.575
1742 7.0 1.184884 540.36860 1606.680 -670.680
1809 7.0 1.075016 254.43990 589.560 -1691.160
2072 7.0 1.305154 369.32588 1133.280 -1159.200
2076 8.0 0.925624 230.92650 694.575 -1597.725
2512 8.0 0.744156 186.65845 2297.380 25.160
3287 8.0 0.868328 449.64224 1410.535 -879.555
3348 7.0 1.233115 184.30638 1418.640 -872.298
3761 8.0 0.921502 469.72250 1588.055 -704.145
3762 8.0 0.964455 2503.74300 948.750 -1313.750
Money Invested into business : $45705.49
Balance Money left : $179.50024999999732
Revenue Earned in year 2008 : $-19983.472999999998
Overall Revenue Earned : $-9098.482749999996
Annual Return %:
-43.72225962351568
Money available for investment in next year : $25901.517249999997
Year : 2009
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
1954 CBRI 313.0 1292.377 8 1.565454 289.008850
154 CTS 257.0 1291.425 8 1.492185 185.753120
387 GCO 87.0 1284.555 8 1.490534 296.357600
734 PDCE 82.0 1280.840 8 1.429794 357.800550
3858 BBEPQ 184.0 1292.600 7 3.645786 371.083800
2032 TGS 612.0 1294.380 7 2.764761 322.580860
3406 MWE 114.0 1293.330 7 2.664806 451.987200
4173 EBR 109.0 1284.020 7 2.394305 12648.427690
2756 UVYZY 780.0 1294.800 7 2.291088 313.298360
3875 EROC 177.0 1292.631 7 2.095399 347.291850
2912 SWIR 321.0 1293.630 7 1.983496 180.211130
1046 TECD 67.0 1287.740 7 1.897963 905.934640
1684 FINL 292.0 1293.560 7 1.892439 224.257700
4186 OGZPY 93.0 1283.400 7 1.868274 84324.375000
2435 GEL 109.0 1287.290 7 1.845547 342.802416
2962 TCPTF 314.0 1293.680 7 1.675928 487.789470
4271 HIMX 744.0 1294.560 7 1.513170 306.093200
4090 AREXQ 177.0 1291.215 7 1.480459 151.178110
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
154 CTS 2010-02-12 7.485 257.0 1291.425
386 GCO 2010-02-12 21.230 87.0 1284.555
735 PDCE 2010-02-12 21.015 82.0 1280.840
1046 TECD 2010-02-12 41.000 67.0 1287.740
1683 FINL 2010-02-12 10.745 292.0 1293.560
1951 CBRI 2010-02-12 3.240 313.0 1292.377
2027 TGS 2010-02-12 2.905 612.0 1294.380
2429 GEL 2010-02-12 19.115 109.0 1287.290
2754 UVYZY 2010-02-12 5.620 780.0 1294.800
2911 SWIR 2010-02-12 9.345 321.0 1293.630
2961 TCPTF 2010-02-12 12.590 314.0 1293.680
3405 MWE 2010-02-12 27.585 114.0 1293.330
3857 BBEPQ 2010-02-12 14.875 184.0 1292.600
3874 EROC 2010-02-12 5.665 177.0 1292.631
4090 AREXQ 2010-02-12 8.480 177.0 1291.215
4173 EBR 2010-02-12 13.250 109.0 1284.020
4186 OGZPY 2010-02-12 22.380 93.0 1283.400
4271 HIMX 2010-02-12 2.985 744.0 1294.560
Piotroski_F_Score btm mcap sale_value Revenue
154 8.0 1.492185 185.753120 1923.645 632.220
386 8.0 1.490534 296.357600 1847.010 562.455
735 8.0 1.429794 357.800550 1723.230 442.390
1046 7.0 1.897963 905.934640 2747.000 1459.260
1683 7.0 1.892439 224.257700 3137.540 1843.980
1951 8.0 1.565454 289.008850 1014.120 -278.257
2027 7.0 2.764761 322.580860 1777.860 483.480
2429 7.0 1.845547 342.802416 2083.535 796.245
2754 7.0 2.291088 313.298360 4383.600 3088.800
2911 7.0 1.983496 180.211130 2999.745 1706.115
2961 7.0 1.675928 487.789470 3953.260 2659.580
3405 7.0 2.664806 451.987200 3144.690 1851.360
3857 7.0 3.645786 371.083800 2737.000 1444.400
3874 7.0 2.095399 347.291850 1002.705 -289.926
4090 7.0 1.480459 151.178110 1500.960 209.745
4173 7.0 2.394305 12648.427690 1444.250 160.230
4186 7.0 1.868274 84324.375000 2081.340 797.940
4271 7.0 1.513170 306.093200 2220.840 926.280
Money Invested into business : $23226.033
Balance Money left : $2675.4842499999977
Revenue Earned in year 2009 : $18496.296999999995
Overall Revenue Earned : $9397.81425
Annual Return %:
79.6360575221778
Money available for investment in next year : $44397.814249999996
Year : 2010
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
4339 CHEL10 608.0 2219.200 8 1.380258 176.133750
2316 GSHHY 108.0 2214.000 8 1.150861 2874.504590
258 WEN 470.0 2216.050 8 1.099829 2124.251080
4321 CRESY 178.0 2212.896 8 1.075958 444.662220
2763 UVYZY 394.0 2214.280 8 0.981100 807.470000
4366 IBA 110.0 2213.750 8 0.971498 1150.000000
4396 CHA 52.0 2186.340 8 0.969027 33522.200080
2095 IRS 237.0 2212.395 7 1.995276 277.187720
2032 TGS 764.0 2219.420 7 1.820263 463.985080
2447 LAD 396.0 2219.580 7 1.447886 212.059560
4183 XIN 538.0 2216.560 7 1.320043 338.557800
4335 FORTY 195.0 2209.350 7 1.284538 146.388000
4378 DELT 282.0 2213.700 7 1.187888 148.129344
3734 BDBD 398.0 2216.860 7 1.173559 375.786000
1744 AHCI 832.0 2217.280 7 1.169197 125.960800
4015 UFS 44.0 2200.220 7 1.116111 2385.068040
2999 KEYN 224.0 2217.600 7 1.097083 136.744430
2077 CYD 159.0 2207.715 7 1.079789 549.330320
2524 SRT.2 304.0 2217.832 7 1.048427 111.324840
1987 BTH 79.0 2202.520 7 1.037448 247.023460
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
251 WEN 2011-02-14 4.88000 470.0 2216.050
1690 AHCI 2011-02-14 2.18500 832.0 2217.280
1921 BTH 2011-02-14 34.50500 79.0 2202.520
1965 TGS 2011-02-14 5.48000 764.0 2219.420
2008 CYD 2011-02-14 29.01000 159.0 2207.715
2024 IRS 2011-02-14 15.09000 237.0 2212.395
2236 GSHHY 2011-02-14 20.02500 108.0 2214.000
2359 LAD 2011-02-14 15.37975 396.0 2219.580
2432 SRT.2 2011-02-14 5.56500 304.0 2217.832
2664 UVYZY 2011-02-14 10.55000 394.0 2214.280
2888 KEYN 2011-02-14 18.39500 224.0 2217.600
3593 BDBD 2011-02-14 4.16500 398.0 2216.860
3856 UFS 2011-02-14 92.05500 44.0 2200.220
4012 XIN 2011-02-14 2.44495 538.0 2216.560
4143 CRESY 2011-02-14 18.12500 178.0 2212.896
4157 FORTY 2011-02-14 19.96000 195.0 2209.350
4161 CHEL10 2011-02-14 4.50000 608.0 2219.200
4188 IBA 2011-02-14 26.19000 110.0 2213.750
4200 DELT 2011-02-14 8.16100 282.0 2213.700
4217 CHA 2011-02-14 57.89000 52.0 2186.340
Piotroski_F_Score btm mcap sale_value Revenue
251 8.0 1.099829 2124.251080 2293.6000 77.5500
1690 7.0 1.169197 125.960800 1817.9200 -399.3600
1921 7.0 1.037448 247.023460 2725.8950 523.3750
1965 7.0 1.820263 463.985080 4186.7200 1967.3000
2008 7.0 1.079789 549.330320 4612.5900 2404.8750
2024 7.0 1.995276 277.187720 3576.3300 1363.9350
2236 8.0 1.150861 2874.504590 2162.7000 -51.3000
2359 7.0 1.447886 212.059560 6090.3810 3870.8010
2432 7.0 1.048427 111.324840 1691.7600 -526.0720
2664 8.0 0.981100 807.470000 4156.7000 1942.4200
2888 7.0 1.097083 136.744430 4120.4800 1902.8800
3593 7.0 1.173559 375.786000 1657.6700 -559.1900
3856 7.0 1.116111 2385.068040 4050.4200 1850.2000
4012 7.0 1.320043 338.557800 1315.3831 -901.1769
4143 8.0 1.075958 444.662220 3226.2500 1013.3540
4157 7.0 1.284538 146.388000 3892.2000 1682.8500
4161 8.0 1.380258 176.133750 2736.0000 516.8000
4188 8.0 0.971498 1150.000000 2880.9000 667.1500
4200 7.0 1.187888 148.129344 2301.4020 87.7020
4217 8.0 0.969027 33522.200080 3010.2800 823.9400
Money Invested into business : $44247.547999999995
Balance Money left : $150.26625000000058
Revenue Earned in year 2010 : $18258.0331
Overall Revenue Earned : $27655.84735
Annual Return %:
41.263378255445936
Money available for investment in next year : $62655.84735
Year : 2011
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm \
3048 IRCP 191.0 3128.58000 8 1.233166
4085 EDSFF 401.0 3125.99550 8 1.111612
2533 DLAKY 149.0 3113.80200 8 1.082184
105 BNHN 342.0 3129.12900 8 1.081310
516 LM 87.0 3104.16000 8 1.064371
2551 SEOAY 271.0 3130.05000 8 1.012294
4277 AUOTY 343.0 3131.59000 8 1.000513
1266 REPYY 98.0 3121.30000 8 0.939036
2619 ADPI 245.0 3123.44375 8 0.937487
3014 OIIM 379.0 3128.64500 8 0.870589
2270 SSINQ 182.0 3124.03000 8 0.866711
3342 HERB 1509.0 3131.17500 7 4.137491
2560 AFLYY 187.0 3118.78600 7 1.971242
4219 OIBRQ 132.0 3113.88000 7 1.581055
4227 OGZPY 110.0 3124.00000 7 1.426150
357 FUJIY 89.0 3116.78000 7 1.390229
4228 LUKOY 47.0 3067.92500 7 1.343297
2184 GSHHY 156.0 3123.90000 7 1.322115
580 MU 267.0 3131.91000 7 1.248642
1916 FBR 206.0 3118.84000 7 1.235300
mcap
3048 171.080000
4085 209.457080
2533 10105.775784
105 135.690100
516 5421.403710
2551 8130.672200
4277 9197.786100
1266 34110.912220
2619 207.972940
3014 206.412000
2270 564.789000
3342 424.965780
2560 4929.984906
4219 4311.350280
4227 143606.250000
357 14971.282566
4228 44068.422000
2184 2769.668050
580 6422.978250
1916 7486.960000
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
98 BNHN 2012-02-13 11.3400 342.0 3129.1290
346 FUJIY 2012-02-13 23.5240 89.0 3116.7800
501 LM 2012-02-13 27.6400 87.0 3104.1600
563 MU 2012-02-13 7.8600 267.0 3131.9100
1216 REPYY 2012-02-13 27.7680 98.0 3121.3000
1841 FBR 2012-02-13 9.3000 206.0 3118.8400
2098 GSHHY 2012-02-13 19.2550 156.0 3123.9000
2181 SSINQ 2012-02-13 15.2850 182.0 3124.0300
2428 DLAKY 2012-02-13 14.1550 149.0 3113.8020
2446 SEOAY 2012-02-13 7.3220 271.0 3130.0500
2455 AFLYY 2012-02-13 6.4300 187.0 3118.7860
2889 OIIM 2012-02-13 5.1350 379.0 3128.6450
2921 IRCP 2012-02-13 16.1500 191.0 3128.5800
3199 HERB 2012-02-13 0.7795 1509.0 3131.1750
3904 EDSFF 2012-02-13 4.1650 401.0 3125.9955
4036 OIBRQ 2012-02-13 19.2000 132.0 3113.8800
4044 OGZPY 2012-02-13 12.8210 110.0 3124.0000
4045 LUKOY 2012-02-13 61.7250 47.0 3067.9250
4094 AUOTY 2012-02-13 5.5305 343.0 3131.5900
Piotroski_F_Score btm mcap sale_value Revenue
98 8.0 1.081310 135.690100 3878.2800 749.1510
346 7.0 1.390229 14971.282566 2093.6360 -1023.1440
501 8.0 1.064371 5421.403710 2404.6800 -699.4800
563 7.0 1.248642 6422.978250 2098.6200 -1033.2900
1216 8.0 0.939036 34110.912220 2721.2640 -400.0360
1841 7.0 1.235300 7486.960000 1915.8000 -1203.0400
2098 7.0 1.322115 2769.668050 3003.7800 -120.1200
2181 8.0 0.866711 564.789000 2781.8700 -342.1600
2428 8.0 1.082184 10105.775784 2109.0950 -1004.7070
2446 8.0 1.012294 8130.672200 1984.2620 -1145.7880
2455 7.0 1.971242 4929.984906 1202.4100 -1916.3760
2889 8.0 0.870589 206.412000 1946.1650 -1182.4800
2921 8.0 1.233166 171.080000 3084.6500 -43.9300
3199 7.0 4.137491 424.965780 1176.2655 -1954.9095
3904 8.0 1.111612 209.457080 1670.1650 -1455.8305
4036 7.0 1.581055 4311.350280 2534.4000 -579.4800
4044 7.0 1.426150 143606.250000 1410.3100 -1713.6900
4045 7.0 1.343297 44068.422000 2901.0750 -166.8500
4094 8.0 1.000513 9197.786100 1896.9615 -1234.6285
Money Invested into business : $62407.921250000014
Balance Money left : $247.9260999999824
Revenue Earned in year 2011 : $-16470.788500000002
Overall Revenue Earned : $11185.058849999998
Annual Return %:
-26.39214409020233
Money available for investment in next year : $46185.058849999994
Year : 2012
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
2037 GSHHY 119.0 2291.34500 8 1.610701 2499.076440
2448 CRAI 110.0 2293.50000 8 1.305848 204.927360
2151 MWW 328.0 2305.84000 8 1.248005 932.790040
2996 NDAQ 87.0 2284.62000 8 1.169782 4253.784030
1773 FDP 94.0 2295.95000 8 1.169396 1444.677640
815 ANDV 83.0 2282.91500 8 1.121864 3269.559040
690 PNM 127.0 2306.32000 8 1.083943 1452.092420
3677 XIN 974.0 2308.38000 7 4.972358 127.631000
1698 GCSAY 280.0 2303.00000 7 2.571871 193.756600
113 RFP 151.0 2300.48500 7 2.418593 1412.805000
3746 PPPMF 811.0 2307.29500 7 1.770876 284.197200
2702 ASIA 197.0 2298.00500 7 1.739286 561.332500
3996 PSHG 341.0 2308.57000 7 1.648265 125.302680
4074 LUKOY 37.0 2283.82500 7 1.647858 41046.021323
1601 RCL 75.0 2302.12500 7 1.563809 5376.501890
1486 BSX 385.0 2308.07500 7 1.467184 7737.953700
1182 VLO 93.0 2296.05375 7 1.401171 11720.913650
2901 UDRL 337.0 2308.45000 7 1.368390 144.443520
959 SXCL 87.0 2292.45000 7 1.344523 261.408000
1633 SIM 297.0 2309.17500 7 1.344424 1177.911300
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
111 RFP 2013-02-12 13.8450 151.0 2300.48500
672 PNM 2013-02-12 21.1450 127.0 2306.32000
791 ANDV 2013-02-12 54.0225 83.0 2282.91500
931 SXCL 2013-02-12 25.1250 87.0 2292.45000
1142 VLO 2013-02-12 45.8950 93.0 2296.05375
1431 BSX 2013-02-12 7.6300 385.0 2308.07500
1543 RCL 2013-02-12 36.4300 75.0 2302.12500
1574 SIM 2013-02-12 14.5655 297.0 2309.17500
1635 GCSAY 2013-02-12 5.0750 280.0 2303.00000
1706 FDP 2013-02-12 26.9950 94.0 2295.95000
1958 GSHHY 2013-02-12 20.6550 119.0 2291.34500
2067 MWW 2013-02-12 5.4950 328.0 2305.84000
2351 CRAI 2013-02-12 20.2500 110.0 2293.50000
2595 ASIA 2013-02-12 11.0325 197.0 2298.00500
2870 NDAQ 2013-02-12 30.7900 87.0 2284.62000
3523 XIN 2013-02-12 4.5050 974.0 2308.38000
3589 PPPMF 2013-02-12 6.3225 811.0 2307.29500
3829 PSHG 2013-02-12 6.4600 341.0 2308.57000
3908 LUKOY 2013-02-12 66.1050 37.0 2283.82500
Piotroski_F_Score btm mcap sale_value Revenue
111 7.0 2.418593 1412.805000 2090.5950 -209.89000
672 8.0 1.083943 1452.092420 2685.4150 379.09500
791 8.0 1.121864 3269.559040 4483.8675 2200.95250
931 7.0 1.344523 261.408000 2185.8750 -106.57500
1142 7.0 1.401171 11720.913650 4268.2350 1972.18125
1431 7.0 1.467184 7737.953700 2937.5500 629.47500
1543 7.0 1.563809 5376.501890 2732.2500 430.12500
1574 7.0 1.344424 1177.911300 4325.9535 2016.77850
1635 7.0 2.571871 193.756600 1421.0000 -882.00000
1706 8.0 1.169396 1444.677640 2537.5300 241.58000
1958 8.0 1.610701 2499.076440 2457.9450 166.60000
2067 8.0 1.248005 932.790040 1802.3600 -503.48000
2351 8.0 1.305848 204.927360 2227.5000 -66.00000
2595 7.0 1.739286 561.332500 2173.4025 -124.60250
2870 8.0 1.169782 4253.784030 2678.7300 394.11000
3523 7.0 4.972358 127.631000 4387.8700 2079.49000
3589 7.0 1.770876 284.197200 5127.5475 2820.25250
3829 7.0 1.648265 125.302680 2202.8600 -105.71000
3908 7.0 1.647858 41046.021323 2445.8850 162.06000
Money Invested into business : $45986.378749999996
Balance Money left : $198.68009999999776
Revenue Earned in year 2012 : $11494.442250000002
Overall Revenue Earned : $22679.5011
Annual Return %:
24.995319402052292
Money available for investment in next year : $57679.501099999994
Year : 2013
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
2969 LLEN 1716.0 2882.88000 8 1.450496 147.439260
2815 NDAQ 93.0 2863.47000 8 1.258429 4138.493940
1294 BHE 160.0 2868.00000 8 1.242407 917.191320
997 IMKTA 149.0 2881.66000 8 1.153188 396.651000
1475 ZOLT 360.0 2881.80000 8 1.139222 264.189950
4076 HIMX 951.0 2881.53000 8 1.051509 406.980000
402 GFF 248.0 2873.08000 8 1.043061 627.146400
2211 CNXN 199.0 2880.53495 8 0.978510 297.700500
3483 XIN 640.0 2883.20000 7 3.076085 254.069020
1689 CDG 1016.0 2883.40800 7 2.236557 324.463002
4014 PZE 503.0 2879.67500 7 2.140040 959.025000
2780 RJETQ 312.0 2881.32000 7 1.861793 275.809440
2653 HEDYY 1363.0 2882.74500 7 1.812178 126.948880
3695 TPCA 180.0 2880.00000 7 1.690391 352.594200
3453 FANH 489.0 2882.65500 7 1.420184 327.126650
2037 MWW 524.0 2879.38000 7 1.409088 624.544980
1487 BBOX 114.0 2860.60200 7 1.370562 351.860730
2240 EONGY 159.0 2876.31000 7 1.301371 35419.788000
255 DCO 178.0 2881.01900 7 1.299752 171.321150
3089 ATCO 150.0 2883.75000 7 1.205658 1010.563260
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
244 DCO 2014-02-12 27.92000 178.0 2881.01900
387 GFF 2014-02-12 12.38000 248.0 2873.08000
957 IMKTA 2014-02-12 22.39500 149.0 2881.66000
1248 BHE 2014-02-12 22.86250 160.0 2868.00000
1422 ZOLT 2014-02-12 16.73500 360.0 2881.80000
1433 BBOX 2014-02-12 26.42000 114.0 2860.60200
1629 CDG 2014-02-12 4.56900 1016.0 2883.40800
1962 MWW 2014-02-12 7.42000 524.0 2879.38000
2130 CNXN 2014-02-12 19.25000 199.0 2880.53495
2159 EONGY 2014-02-12 18.64300 159.0 2876.31000
2557 HEDYY 2014-02-12 2.24000 1363.0 2882.74500
2682 RJETQ 2014-02-12 9.17000 312.0 2881.32000
2715 NDAQ 2014-02-12 38.46375 93.0 2863.47000
2969 ATCO 2014-02-12 23.09000 150.0 2883.75000
3312 FANH 2014-02-12 5.97000 489.0 2882.65500
3342 XIN 2014-02-12 4.69000 640.0 2883.20000
3542 TPCA 2014-02-12 17.97500 180.0 2880.00000
3848 PZE 2014-02-12 4.64500 503.0 2879.67500
3912 HIMX 2014-02-12 14.13500 951.0 2881.53000
Piotroski_F_Score btm mcap sale_value Revenue
244 7.0 1.299752 171.321150 4969.76000 2088.74100
387 8.0 1.043061 627.146400 3070.24000 197.16000
957 8.0 1.153188 396.651000 3336.85500 455.19500
1248 8.0 1.242407 917.191320 3658.00000 790.00000
1422 8.0 1.139222 264.189950 6024.60000 3142.80000
1433 7.0 1.370562 351.860730 3011.88000 151.27800
1629 7.0 2.236557 324.463002 4642.10400 1758.69600
1962 7.0 1.409088 624.544980 3888.08000 1008.70000
2130 8.0 0.978510 297.700500 3830.75000 950.21505
2159 7.0 1.301371 35419.788000 2964.23700 87.92700
2557 7.0 1.812178 126.948880 3053.12000 170.37500
2682 7.0 1.861793 275.809440 2861.04000 -20.28000
2715 8.0 1.258429 4138.493940 3577.12875 713.65875
2969 7.0 1.205658 1010.563260 3463.50000 579.75000
3312 7.0 1.420184 327.126650 2919.33000 36.67500
3342 7.0 3.076085 254.069020 3001.60000 118.40000
3542 7.0 1.690391 352.594200 3235.50000 355.50000
3848 7.0 2.140040 959.025000 2336.43500 -543.24000
3912 8.0 1.051509 406.980000 13442.38500 10560.85500
Money Invested into business : $57567.01895
Balance Money left : $112.48214999999618
Revenue Earned in year 2013 : $22602.4058
Overall Revenue Earned : $45281.9069
Annual Return %:
39.26276922491225
Money available for investment in next year : $80281.9069
Year : 2014
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
1808 KEP 234.0 3999.060 8 2.301192 20697.189480
4081 PZE 864.0 4013.280 8 1.506404 1120.545000
2979 LPL 334.0 4006.330 8 1.157445 8687.760340
3180 TX 132.0 4008.114 8 0.869084 6144.440400
193 GLW 211.0 3996.340 8 0.848851 24930.180000
575 ORBK 288.0 4001.760 8 0.827622 564.649280
579 OC 90.0 3984.750 8 0.790733 4796.816000
3269 ULTRF 1177.0 4013.570 8 0.772251 525.167060
1279 KNBWY 288.0 4010.976 8 0.764313 13377.863695
2803 ACH 437.0 4011.660 7 1.556854 4706.526000
4109 AUOTY 1335.0 4011.675 7 1.551298 3002.766000
920 WACLY 77.0 3965.115 7 1.383071 1440.060832
407 SRL 524.0 4013.840 7 1.371689 499.790480
4063 UMC 2007.0 4014.000 7 1.350491 5096.768640
2894 TLKGY 363.0 4009.335 7 1.324143 1633.511456
2665 DLA 260.0 4005.300 7 1.262739 111.714300
645 RICOY 68.0 4012.272 7 1.193383 8376.392825
4174 ORIG 238.0 3998.400 7 1.173816 2538.593750
718 TTDKY 93.0 3977.238 7 1.171682 5265.441714
4121 CHA 84.0 3969.000 7 1.120995 40927.514680
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
186 GLW 2015-02-12 24.83000 211.0 3996.340
392 SRL 2015-02-12 4.45500 524.0 4013.840
556 ORBK 2015-02-12 15.90000 288.0 4001.760
560 OC 2015-02-12 38.93500 90.0 3984.750
625 RICOY 2015-02-12 9.50900 68.0 4012.272
696 TTDKY 2015-02-12 65.30000 93.0 3977.238
890 WACLY 2015-02-12 51.81100 77.0 3965.115
1243 KNBWY 2015-02-12 13.70700 288.0 4010.976
1753 KEP 2015-02-12 20.38000 234.0 3999.060
2581 DLA 2015-02-12 8.74000 260.0 4005.300
2714 ACH 2015-02-12 11.48000 437.0 4011.660
2801 TLKGY 2015-02-12 26.41200 363.0 4009.335
2883 LPL 2015-02-12 16.36750 334.0 4006.330
3075 TX 2015-02-12 17.82750 132.0 4008.114
3161 ULTRF 2015-02-12 1.65000 1177.0 4013.570
3919 UMC 2015-02-12 2.48500 2007.0 4014.000
3938 PZE 2015-02-12 5.32500 864.0 4013.280
3966 AUOTY 2015-02-12 5.56000 1335.0 4011.675
3978 CHA 2015-02-12 64.40985 84.0 3969.000
4032 ORIG 2015-02-12 8.89100 238.0 3998.400
Piotroski_F_Score btm mcap sale_value Revenue
186 8.0 0.848851 24930.180000 5239.1300 1242.7900
392 7.0 1.371689 499.790480 2334.4200 -1679.4200
556 8.0 0.827622 564.649280 4579.2000 577.4400
560 8.0 0.790733 4796.816000 3504.1500 -480.6000
625 7.0 1.193383 8376.392825 646.6120 -3365.6600
696 7.0 1.171682 5265.441714 6072.9000 2095.6620
890 7.0 1.383071 1440.060832 3989.4470 24.3320
1243 8.0 0.764313 13377.863695 3947.6160 -63.3600
1753 8.0 2.301192 20697.189480 4768.9200 769.8600
2581 7.0 1.262739 111.714300 2272.4000 -1732.9000
2714 7.0 1.556854 4706.526000 5016.7600 1005.1000
2801 7.0 1.324143 1633.511456 9587.5560 5578.2210
2883 8.0 1.157445 8687.760340 5466.7450 1460.4150
3075 8.0 0.869084 6144.440400 2353.2300 -1654.8840
3161 8.0 0.772251 525.167060 1942.0500 -2071.5200
3919 7.0 1.350491 5096.768640 4987.3950 973.3950
3938 8.0 1.506404 1120.545000 4600.8000 587.5200
3966 7.0 1.551298 3002.766000 7422.6000 3410.9250
3978 7.0 1.120995 40927.514680 5410.4274 1441.4274
4032 7.0 1.173816 2538.593750 2116.0580 -1882.3420
Money Invested into business : $80022.01499999998
Balance Money left : $259.8919000000169
Revenue Earned in year 2014 : $6236.401400000004
Overall Revenue Earned : $51518.308300000004
Annual Return %:
7.793357115538775
Money available for investment in next year : $86518.3083
Year : 2015
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
1331 MEP 314.0 4315.9300 8 3.019028 618.60960
2853 NOG 503.0 4320.7700 8 2.234198 345.02855
2363 PSEM 292.0 4323.0600 8 1.044537 198.64496
4189 AUOTY 778.0 4325.6800 8 0.999081 4898.74325
671 SHYF 789.0 4323.7200 8 0.941035 179.33444
68 BHI 69.0 4311.8100 8 0.765378 24334.38000
2516 CRAI 145.0 4315.2000 8 0.765155 279.79296
4120 EBR 2390.0 4325.9000 7 6.937734 2894.63676
4261 ORIG 486.0 4321.0260 7 2.584467 1225.11776
4266 PACDQ 1188.0 4324.2606 7 2.575684 1001.23776
3478 JASO 486.0 4320.5400 7 2.091698 413.01510
1964 KEP 212.0 4320.5600 7 1.976736 24856.84608
4011 WPX 344.0 4322.3600 7 1.823108 2369.03100
929 SEMUF 64.0 4284.8000 7 1.770507 1135.50000
1284 EPEGQ 342.0 4324.5900 7 1.694366 2566.15200
859 KSPN 1237.0 4323.3150 7 1.584074 108.41668
4136 ROSYY 527.0 4318.2380 7 1.392384 3066.92848
331 HL 1289.0 4324.5950 7 1.362888 1024.98183
1715 SPNX 203.0 4317.8100 7 1.352955 3015.42735
2176 TRQ 1409.0 4325.6300 7 1.320531 6238.12690
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
68 BHI 2016-02-12 40.09500 69.0 4311.8100
323 HL 2016-02-12 2.25000 1289.0 4324.5950
656 SHYF 2016-02-12 2.93000 789.0 4323.7200
834 KSPN 2016-02-12 3.67000 1237.0 4323.3150
898 SEMUF 2016-02-12 44.87500 64.0 4284.8000
1241 EPEGQ 2016-02-12 2.43500 342.0 4324.5900
1284 MEP 2016-02-12 6.77000 314.0 4315.9300
1659 SPNX 2016-02-12 8.95250 203.0 4317.8100
1896 KEP 2016-02-12 21.73500 212.0 4320.5600
2096 TRQ 2016-02-12 1.96000 1409.0 4325.6300
2424 CRAI 2016-02-12 16.67500 145.0 4315.2000
2750 NOG 2016-02-12 2.99050 503.0 4320.7700
3337 JASO 2016-02-12 8.19500 486.0 4320.5400
3838 WPX 2016-02-12 4.37500 344.0 4322.3600
3943 EBR 2016-02-12 1.41500 2390.0 4325.9000
3958 ROSYY 2016-02-12 6.43700 527.0 4318.2380
4010 AUOTY 2016-02-12 2.47000 778.0 4325.6800
4079 ORIG 2016-02-12 0.80475 486.0 4321.0260
4084 PACDQ 2016-02-12 0.32735 1188.0 4324.2606
Piotroski_F_Score btm mcap sale_value Revenue
68 8.0 0.765378 24334.38000 2766.5550 -1545.2550
323 7.0 1.362888 1024.98183 2900.2500 -1424.3450
656 8.0 0.941035 179.33444 2311.7700 -2011.9500
834 7.0 1.584074 108.41668 4539.7900 216.4750
898 7.0 1.770507 1135.50000 2872.0000 -1412.8000
1241 7.0 1.694366 2566.15200 832.7700 -3491.8200
1284 8.0 3.019028 618.60960 2125.7800 -2190.1500
1659 7.0 1.352955 3015.42735 1817.3575 -2500.4525
1896 7.0 1.976736 24856.84608 4607.8200 287.2600
2096 7.0 1.320531 6238.12690 2761.6400 -1563.9900
2424 8.0 0.765155 279.79296 2417.8750 -1897.3250
2750 8.0 2.234198 345.02855 1504.2215 -2816.5485
3337 7.0 2.091698 413.01510 3982.7700 -337.7700
3838 7.0 1.823108 2369.03100 1505.0000 -2817.3600
3943 7.0 6.937734 2894.63676 3381.8500 -944.0500
3958 7.0 1.392384 3066.92848 3392.2990 -925.9390
4010 8.0 0.999081 4898.74325 1921.6600 -2404.0200
4079 7.0 2.584467 1225.11776 391.1085 -3929.9175
4084 7.0 2.575684 1001.23776 388.8918 -3935.3688
Money Invested into business : $86389.79460000001
Balance Money left : $128.51369999999588
Revenue Earned in year 2015 : $-35645.3263
Overall Revenue Earned : $15872.982000000004
Annual Return %:
-41.26103837269685
Money available for investment in next year : $50872.982
Year : 2016
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
4089 GFASY 2211.0 2542.6500 8 3.765535 207.62733
3412 JASO 310.0 2540.4500 8 1.946967 461.43870
2202 GSHHY 118.0 2538.1800 8 1.210551 3502.10712
2200 JAKK 386.0 2539.8800 8 1.098726 139.25224
2776 DLA 177.0 2534.6400 8 1.051199 137.46111
3029 CNCOY 401.0 2540.3350 8 0.962406 5827.17144
1323 TM 24.0 2494.9200 8 0.922500 161482.85616
1338 VRTV 89.0 2528.9350 8 0.914723 579.52000
11 ASMIY 68.0 2512.4640 8 0.902303 2344.82800
4124 PACDQ 7770.0 2543.5095 7 15.173869 177.41388
56 ATW 440.0 2538.8000 7 3.077902 957.52574
1043 SDLPQ 1342.0 2543.0900 7 2.877217 335.15030
2023 KEP 117.0 2542.9950 7 2.096652 27180.75576
2912 TNP 517.0 2543.6400 7 2.018255 691.72488
3737 TPCA 166.0 2531.5000 7 1.988970 453.89925
3994 LUKOY 83.0 2524.7770 7 1.923680 22899.40796
1469 ICD 736.0 2541.0400 7 1.888483 123.24020
4135 LPG 261.0 2538.2250 7 1.868169 527.57500
819 KSPN 693.0 2543.3100 7 1.724556 101.63080
2221 TRQ 1297.0 2542.1200 7 1.665830 5111.27756
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
11 ASMIY 2017-02-13 50.18000 68.0 2512.4640
54 ATW 2017-02-13 10.85000 440.0 2538.8000
801 KSPN 2017-02-13 2.77500 693.0 2543.3100
1010 SDLPQ 2017-02-13 4.53535 1342.0 2543.0900
1284 TM 2017-02-13 114.19500 24.0 2494.9200
1299 VRTV 2017-02-13 55.62500 89.0 2528.9350
1424 ICD 2017-02-13 6.12500 736.0 2541.0400
1961 KEP 2017-02-13 17.99500 117.0 2542.9950
2127 JAKK 2017-02-13 5.25000 386.0 2539.8800
2129 GSHHY 2017-02-13 31.43500 118.0 2538.1800
2147 TRQ 2017-02-13 3.58250 1297.0 2542.1200
2678 DLA 2017-02-13 18.19500 177.0 2534.6400
2807 TNP 2017-02-13 4.82500 517.0 2543.6400
2919 CNCOY 2017-02-13 9.14000 401.0 2540.3350
3273 JASO 2017-02-13 4.83000 310.0 2540.4500
3585 TPCA 2017-02-13 31.00000 166.0 2531.5000
3828 LUKOY 2017-02-13 56.44900 83.0 2524.7770
3920 GFASY 2017-02-13 1.65250 2211.0 2542.6500
3954 PACDQ 2017-02-13 3.24650 7770.0 2543.5095
3965 LPG 2017-02-13 9.74500 261.0 2538.2250
Piotroski_F_Score btm mcap sale_value Revenue
11 8.0 0.902303 2344.82800 3412.2400 899.7760
54 7.0 3.077902 957.52574 4774.0000 2235.2000
801 7.0 1.724556 101.63080 1923.0750 -620.2350
1010 7.0 2.877217 335.15030 6086.4397 3543.3497
1284 8.0 0.922500 161482.85616 2740.6800 245.7600
1299 8.0 0.914723 579.52000 4950.6250 2421.6900
1424 7.0 1.888483 123.24020 4508.0000 1966.9600
1961 7.0 2.096652 27180.75576 2105.4150 -437.5800
2127 8.0 1.098726 139.25224 2026.5000 -513.3800
2129 8.0 1.210551 3502.10712 3709.3300 1171.1500
2147 7.0 1.665830 5111.27756 4646.5025 2104.3825
2678 8.0 1.051199 137.46111 3220.5150 685.8750
2807 7.0 2.018255 691.72488 2494.5250 -49.1150
2919 8.0 0.962406 5827.17144 3665.1400 1124.8050
3273 8.0 1.946967 461.43870 1497.3000 -1043.1500
3585 7.0 1.988970 453.89925 5146.0000 2614.5000
3828 7.0 1.923680 22899.40796 4685.2670 2160.4900
3920 8.0 3.765535 207.62733 3653.6775 1111.0275
3954 7.0 15.173869 177.41388 25225.3050 22681.7955
3965 7.0 1.868169 527.57500 2543.4450 5.2200
Money Invested into business : $50705.4605
Balance Money left : $167.52150000000256
Revenue Earned in year 2016 : $42308.5212
Overall Revenue Earned : $58181.50320000001
Annual Return %:
83.43977311871569
Money available for investment in next year : $93181.5032
Year : 2017
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
3464 VRS 590.0 4652.15000 8 3.153462 244.176100
3766 REGI 525.0 4652.81250 8 1.624068 373.964100
3617 TPCA 150.0 4650.00000 8 1.208424 747.672250
666 TRCO 147.0 4647.40500 8 1.172312 3019.473600
2869 ACH 345.0 4650.60000 8 0.901742 6086.711920
454 MCEM 98.0 4613.35000 8 0.831490 181.467000
1115 YUME 1299.0 4656.91500 8 0.800155 121.530260
998 SDLPQ 1027.0 4657.80445 7 3.092422 385.652400
2078 CYD 330.0 4646.40000 7 1.968400 562.232720
1097 NWSA 351.0 4657.77000 7 1.756280 6584.373350
451 MITSY 15.0 4482.49500 7 1.312284 25527.624057
2058 SSYS 216.0 4648.32000 7 1.304621 870.649060
3253 ALO 11946.0 4658.94000 7 1.287508 111.134062
2199 IAG 978.0 4657.72500 7 1.271628 1747.130000
3970 FRO 649.0 4653.33000 7 1.242068 1207.341990
1119 CWEN 265.0 4644.12500 7 1.236959 1495.603200
810 WACLY 73.0 4614.18400 7 1.207261 1691.943279
322 HMC 145.0 4652.32500 7 1.200681 54536.992800
2795 SNP 58.0 4642.90000 7 1.190960 85984.766240
1210 NSANY 235.0 4645.95000 7 1.158086 37685.221460
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
313 HMC 2018-02-12 35.05690 145.0 4652.32500
440 MITSY 2018-02-12 352.29600 15.0 4482.49500
442 MCEM 2018-02-12 69.74000 98.0 4613.35000
652 TRCO 2018-02-12 42.23005 147.0 4647.40500
793 WACLY 2018-02-12 144.18000 73.0 4614.18400
967 SDLPQ 2018-02-12 3.21000 1027.0 4657.80445
1064 NWSA 2018-02-12 15.81500 351.0 4657.77000
1083 CWEN 2018-02-12 16.55000 265.0 4644.12500
1163 NSANY 2018-02-12 20.77500 235.0 4645.95000
1964 SSYS 2018-02-12 19.69500 216.0 4648.32000
1983 CYD 2018-02-12 23.90500 330.0 4646.40000
2102 IAG 2018-02-12 5.43000 978.0 4657.72500
2669 SNP 2018-02-12 78.28985 58.0 4642.90000
2741 ACH 2018-02-12 14.80500 345.0 4650.60000
3113 ALO 2018-02-12 2.94000 11946.0 4658.94000
3317 VRS 2018-02-12 15.24500 590.0 4652.15000
3463 TPCA 2018-02-12 57.10000 150.0 4650.00000
3608 REGI 2018-02-12 10.95000 525.0 4652.81250
3800 FRO 2018-02-12 4.06000 649.0 4653.33000
Piotroski_F_Score btm mcap sale_value Revenue
313 7.0 1.200681 54536.992800 5083.25050 430.92550
440 7.0 1.312284 25527.624057 5284.44000 801.94500
442 8.0 0.831490 181.467000 6834.52000 2221.17000
652 8.0 1.172312 3019.473600 6207.81735 1560.41235
793 7.0 1.207261 1691.943279 10525.14000 5910.95600
967 7.0 3.092422 385.652400 3296.67000 -1361.13445
1064 7.0 1.756280 6584.373350 5551.06500 893.29500
1083 7.0 1.236959 1495.603200 4385.75000 -258.37500
1163 7.0 1.158086 37685.221460 4882.12500 236.17500
1964 7.0 1.304621 870.649060 4254.12000 -394.20000
1983 7.0 1.968400 562.232720 7888.65000 3242.25000
2102 7.0 1.271628 1747.130000 5310.54000 652.81500
2669 7.0 1.190960 85984.766240 4540.81130 -102.08870
2741 8.0 0.901742 6086.711920 5107.72500 457.12500
3113 7.0 1.287508 111.134062 35121.24000 30462.30000
3317 8.0 3.153462 244.176100 8994.55000 4342.40000
3463 8.0 1.208424 747.672250 8565.00000 3915.00000
3608 8.0 1.624068 373.964100 5748.75000 1095.93750
3800 7.0 1.242068 1207.341990 2634.94000 -2018.39000
Money Invested into business : $92785.50094999997
Balance Money left : $396.0022500000341
Revenue Earned in year 2017 : $52088.51819999999
Overall Revenue Earned : $110270.0214
Annual Return %:
56.138639837779536
Money available for investment in next year : $145270.0214
Year : 2018
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm mcap
3730 AMPY 678.0 7254.6000 8 1.552445 253.750000
3827 CHA 161.0 7227.2900 8 1.303661 38418.610280
2546 YZCAY 516.0 7257.0240 8 1.268805 5743.133784
2181 E 218.0 7243.0500 8 0.966211 59760.918300
2107 NEXA 389.0 7260.6850 8 0.951205 2614.405200
1879 YPF 333.0 7244.4150 8 0.911458 8949.310390
2806 CEO 51.0 7188.7050 8 0.911151 64095.951000
814 SEMUF 112.0 7210.0000 7 2.036369 956.336400
3765 ROSYY 1072.0 7260.6560 7 1.830437 2335.355640
3810 AENZ 2491.0 7261.2650 7 1.749881 376.231350
3815 AUOTY 1589.0 7261.7300 7 1.649536 4003.688000
2504 PKX 86.0 7193.0400 7 1.636015 25001.443740
3816 GZTGF 762.0 7258.0500 7 1.405742 2037.112740
387 RRC 559.0 7255.8200 7 1.364083 4233.080740
1085 AR 417.0 7249.5450 7 1.355666 6011.201000
1151 NSANY 349.0 7250.4750 7 1.259946 40243.428774
2777 SNP 92.0 7202.6662 7 1.256362 88829.939440
2621 CNX 563.0 7259.8850 7 1.191405 3273.360090
2383 MT 218.0 7233.2400 7 1.177082 32953.518270
2739 CHU 563.0 7258.4775 7 1.128808 41399.094000
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
374 RRC 2019-02-12 10.58250 559.0 7255.8200
791 SEMUF 2019-02-12 50.00000 112.0 7210.0000
1049 AR 2019-02-12 9.19370 417.0 7249.5450
1111 NSANY 2019-02-12 16.85500 349.0 7250.4750
1797 YPF 2019-02-12 15.80000 333.0 7244.4150
2018 NEXA 2019-02-12 9.39000 389.0 7260.6850
2091 E 2019-02-12 33.53000 218.0 7243.0500
2283 MT 2019-02-12 21.87965 218.0 7233.2400
2399 PKX 2019-02-12 59.21500 86.0 7193.0400
2438 YZCAY 2019-02-12 9.14800 516.0 7257.0240
2511 CNX 2019-02-12 10.00000 563.0 7259.8850
2624 CHU 2019-02-12 11.49500 563.0 7258.4775
2662 SNP 2019-02-12 83.71500 92.0 7202.6662
2689 CEO 2019-02-12 167.03000 51.0 7188.7050
3556 AMPY 2019-02-12 8.44500 678.0 7254.6000
3591 ROSYY 2019-02-12 6.71100 1072.0 7260.6560
3633 AENZ 2019-02-12 2.85005 2491.0 7261.2650
3638 AUOTY 2019-02-12 3.45000 1589.0 7261.7300
3639 GZTGF 2019-02-12 7.79000 762.0 7258.0500
3651 CHA 2019-02-12 54.52000 161.0 7227.2900
Piotroski_F_Score btm mcap sale_value Revenue
374 7.0 1.364083 4233.080740 5915.61750 -1340.20250
791 7.0 2.036369 956.336400 5600.00000 -1610.00000
1049 7.0 1.355666 6011.201000 3833.77290 -3415.77210
1111 7.0 1.259946 40243.428774 5882.39500 -1368.08000
1797 8.0 0.911458 8949.310390 5261.40000 -1983.01500
2018 8.0 0.951205 2614.405200 3652.71000 -3607.97500
2091 8.0 0.966211 59760.918300 7309.54000 66.49000
2283 7.0 1.177082 32953.518270 4769.76370 -2463.47630
2399 7.0 1.636015 25001.443740 5092.49000 -2100.55000
2438 8.0 1.268805 5743.133784 4720.36800 -2536.65600
2511 7.0 1.191405 3273.360090 5630.00000 -1629.88500
2624 7.0 1.128808 41399.094000 6471.68500 -786.79250
2662 7.0 1.256362 88829.939440 7701.78000 499.11380
2689 8.0 0.911151 64095.951000 8518.53000 1329.82500
3556 8.0 1.552445 253.750000 5725.71000 -1528.89000
3591 7.0 1.830437 2335.355640 7194.19200 -66.46400
3633 7.0 1.749881 376.231350 7099.47455 -161.79045
3638 7.0 1.649536 4003.688000 5482.05000 -1779.68000
3639 7.0 1.405742 2037.112740 5935.98000 -1322.07000
3651 8.0 1.303661 38418.610280 8777.72000 1550.43000
Money Invested into business : $144830.61870000002
Balance Money left : $439.4026999999769
Revenue Earned in year 2018 : $-24255.440049999997
Overall Revenue Earned : $86014.58135
Annual Return %:
-16.747453175106816
Money available for investment in next year : $121014.58135
Year : 2019
Stocks Bought
Name Qty_Bought Invested Piotroski_F_Score btm \
3707 OGZPY 1213.0 6050.44400 8 3.912199
3675 AMPY 716.0 6046.62000 8 2.158517
2595 YZCAY 661.0 6046.82800 8 1.909660
833 TGA 3209.0 6048.96500 8 1.631480
2780 CHU 526.0 6046.37000 8 1.399329
3039 DRYS 1176.0 6046.58040 8 1.293933
3070 GTE 2707.0 6050.14500 8 1.225949
1707 AA 213.0 6032.16000 8 1.097291
380 MRO 388.0 6046.01000 8 1.032657
354 KYOCY 112.0 6048.89600 8 0.962586
1658 GSM 2521.0 6050.40000 7 2.827756
1361 ESTE 1012.0 6046.70000 7 2.579720
2622 CMLS 403.0 6042.98500 7 2.180193
2440 MT 276.0 6038.78340 7 2.008835
2411 ELP 657.0 6044.40000 7 1.932806
3050 DSX 1930.0 6050.55000 7 1.902170
507 SENEA 205.0 6026.94875 7 1.775353
887 CPE 805.0 6045.55000 7 1.655498
2764 PTR 96.0 6023.04000 7 1.567257
3208 HRST 344.0 6037.20000 7 1.514989
mcap
3707 48955.987500
3675 192.983400
2595 3964.982544
833 135.025220
2780 32617.468000
3039 492.860800
3070 839.961430
1707 4911.186600
380 11744.460000
354 21244.003650
1658 271.673760
1361 129.705920
2622 178.804800
2440 20950.450560
2411 2142.718650
3050 329.969520
507 234.757800
887 1477.013670
2764 112649.425500
3208 180.555160
Stocks Sold
Name Date Average_Price Qty_Bought Invested \
346 KYOCY 2020-02-12 67.22700 112.0 6048.89600
372 MRO 2020-02-12 11.71500 388.0 6046.01000
498 SENEA 2020-02-12 39.50750 205.0 6026.94875
808 TGA 2020-02-12 1.25500 3209.0 6048.96500
860 CPE 2020-02-12 2.97000 805.0 6045.55000
1312 ESTE 2020-02-12 4.56000 1012.0 6046.70000
1602 GSM 2020-02-12 1.05530 2521.0 6050.40000
1650 AA 2020-02-12 15.90750 213.0 6032.16000
2319 ELP 2020-02-12 17.49000 657.0 6044.40000
2347 MT 2020-02-12 17.92250 276.0 6038.78340
2504 YZCAY 2020-02-12 8.14600 661.0 6046.82800
2530 CMLS 2020-02-12 14.55500 403.0 6042.98500
2671 PTR 2020-02-12 45.42500 96.0 6023.04000
2687 CHU 2020-02-12 8.74500 526.0 6046.37000
2948 DSX 2020-02-12 2.81000 1930.0 6050.55000
2967 GTE 2020-02-12 0.97305 2707.0 6050.14500
3095 HRST 2020-02-12 5.12500 344.0 6037.20000
3531 AMPY 2020-02-12 5.58000 716.0 6046.62000
3562 OGZPY 2020-02-12 7.53800 1213.0 6050.44400
Piotroski_F_Score btm mcap sale_value Revenue
346 8.0 0.962586 21244.003650 7529.42400 1480.52800
372 8.0 1.032657 11744.460000 4545.42000 -1500.59000
498 7.0 1.775353 234.757800 8099.03750 2072.08875
808 8.0 1.631480 135.025220 4027.29500 -2021.67000
860 7.0 1.655498 1477.013670 2390.85000 -3654.70000
1312 7.0 2.579720 129.705920 4614.72000 -1431.98000
1602 7.0 2.827756 271.673760 2660.41130 -3389.98870
1650 8.0 1.097291 4911.186600 3388.29750 -2643.86250
2319 7.0 1.932806 2142.718650 11490.93000 5446.53000
2347 7.0 2.008835 20950.450560 4946.61000 -1092.17340
2504 8.0 1.909660 3964.982544 5384.50600 -662.32200
2530 7.0 2.180193 178.804800 5865.66500 -177.32000
2671 7.0 1.567257 112649.425500 4360.80000 -1662.24000
2687 8.0 1.399329 32617.468000 4599.87000 -1446.50000
2948 7.0 1.902170 329.969520 5423.30000 -627.25000
2967 8.0 1.225949 839.961430 2634.04635 -3416.09865
3095 7.0 1.514989 180.555160 1763.00000 -4274.20000
3531 8.0 2.158517 192.983400 3995.28000 -2051.34000
3562 8.0 3.912199 48955.987500 9143.59400 3093.15000
Money Invested into business : $120869.57554999998
Balance Money left : $145.00580000001355
Revenue Earned in year 2019 : $-17959.9385
Overall Revenue Earned : $68054.64284999999
Annual Return %:
-14.858940654234807
Money available for investment in next year : $103054.64284999999
-------------------------------------------------------------------------
Revenue yearned after 15 years of invesing: 103054.64284999999
Annualized Percentage Return on Investment by Buying recommended stocks: 14.84%
Overall Percentage Return on Investment by Buying recommended stocks: 194.44%
# Consolidating annual revenue earned to compare S&P 500 return with the Piotroski mehod return
annual_revenue['year'] = pd.DatetimeIndex(annual_revenue['date']).year
annual_revenue = annual_revenue[['year','piotroski_return']]
annual_revenue['piotroski_return'] = round(annual_revenue['piotroski_return'],2)
annual_revenue.head(2)
| year | piotroski_return | |
|---|---|---|
| 0 | 2006 | 22.01 |
| 1 | 2007 | 24.45 |
# Getting historical returns of S&P 500 using Wikipedia records and cleaning it
# Scraping yearly S&P return from Wikipedia
table = pd.read_html('https://en.wikipedia.org/wiki/S%26P_500')
returns = pd.DataFrame(table[1])
returns = returns[['Year','Total Annual Return Including Dividends']]
returns = returns.rename(columns = {'Total Annual Return Including Dividends':'S&P_500_return'})
# Converting the returns to a float post cleaning the column
returns['S&P_500_return'] = returns['S&P_500_return'].map(lambda x: x.lstrip('%').rstrip('%'))
# Converting negative integer strings to integer
returns['is_negative'] = returns['S&P_500_return'].str.contains('−')
returns['S&P_500_return'] = returns['S&P_500_return'].map(lambda x: x.lstrip('−'))
returns.drop(returns.index[returns["Year"].apply(lambda x: not (x.strip().isnumeric()))], axis=0, inplace=True)
returns['S&P_500_return'] = pd.to_numeric(returns['S&P_500_return'])
returns['Year'] = pd.to_numeric(returns['Year'])
returns['S&P_500_return'] = np.where(returns['is_negative']==True,returns['S&P_500_return']*(-1),returns['S&P_500_return'])
returns = returns[['Year','S&P_500_return']]
returns.head(3)
| Year | S&P_500_return | |
|---|---|---|
| 0 | 1970 | 4.01 |
| 1 | 1971 | 14.31 |
| 2 | 1972 | 18.98 |
# Filtering for years included by the investor for comparison, as we'd prefer an apple to apple comparison of the two methods
returns = returns[returns['Year'].isin(annual_revenue['year'].tolist())]
returns
| Year | S&P_500_return | |
|---|---|---|
| 36 | 2006 | 15.79 |
| 37 | 2007 | 5.49 |
| 38 | 2008 | -37.00 |
| 39 | 2009 | 26.46 |
| 40 | 2010 | 15.06 |
| 41 | 2011 | 2.11 |
| 42 | 2012 | 16.00 |
| 43 | 2013 | 32.39 |
| 44 | 2014 | 13.69 |
| 45 | 2015 | 1.38 |
| 46 | 2016 | 11.96 |
| 47 | 2017 | 21.83 |
| 48 | 2018 | -4.38 |
| 49 | 2019 | 31.49 |
| 50 | 2020 | 18.40 |
# Merging returns to get both the piotroski and S&P return in a single df
returns = pd.merge(returns,annual_revenue, how = 'left', left_on ='Year', right_on = 'year')
returns = returns[['Year','S&P_500_return','piotroski_return']]
returns.Year = pd.to_datetime(returns.Year, format='%Y')
print("Piotroski Return : " + str(returns['S&P_500_return'].mean()))
print("Piotroski Return : " + str(returns['piotroski_return'].mean()))
Piotroski Return : 11.378000000000002 Piotroski Return : 14.838
#Plotting Using Plotly to get annual comparison
returns = returns.rename(columns = {'piotroski_return':'Piotroski Return','S&P_500_return':'S&P 500 Return'})
returns_melted = pd.melt(returns, id_vars =['Year'], value_vars =['Piotroski Return','S&P 500 Return'])
returns_melted = returns_melted.rename(columns = {'variable':'Algorithm / Index','value':'Return %'})
returns_melted.head(10)
| Year | Algorithm / Index | Return % | |
|---|---|---|---|
| 0 | 2006-01-01 | Piotroski Return | 22.01 |
| 1 | 2007-01-01 | Piotroski Return | 24.45 |
| 2 | 2008-01-01 | Piotroski Return | -13.44 |
| 3 | 2009-01-01 | Piotroski Return | -43.72 |
| 4 | 2010-01-01 | Piotroski Return | 79.64 |
| 5 | 2011-01-01 | Piotroski Return | 41.26 |
| 6 | 2012-01-01 | Piotroski Return | -26.39 |
| 7 | 2013-01-01 | Piotroski Return | 25.00 |
| 8 | 2014-01-01 | Piotroski Return | 39.26 |
| 9 | 2015-01-01 | Piotroski Return | 7.79 |
# Plotting using a normal graph as well incase plotly may not work due to system issues
import matplotlib.pyplot as plt
returns_melted.pivot(index="Year", columns="Algorithm / Index", values="Return %").plot()
plt.xlabel("Year of Return")
plt.ylabel("Percentage Returen (%)")
plt.title("Compairson of Annual Piotroski Return with Annual S&P 500 return over the same time period")
plt.figure(figsize=(15,10))
plt.show()
<Figure size 1080x720 with 0 Axes>
# PLotting using plotly
fig = px.line(returns_melted, x="Year", y="Return %", color='Algorithm / Index',
labels={
"Year": "Year",
"Return %": "Return obtained in Percentage points (%)",
"Algorithm / Index": "Trading Algorithm / Index"
},
title="Comparison of Returns between the Piotroski Algorithm and the S&P 500 Index")
fig.update_traces(mode='markers+lines')
fig.show()